Migration of Open Interest from the Options on E-mini S&P 500 Index Futures – Quarterly PM (European-Style) Contract to the Weekly Options on E-mini S&P 500 Index Futures – Week 3 (European-Style) Contract

Subject to all CFTC regulatory review periods, Chicago Mercantile Exchange Inc. (“CME Clearing”) will implement rule amendments to facilitate the conversion of unexpired open positions in the Options on E-mini S&P 500 Index Futures – Quarterly PM (European-Style) contract (the “Quarterly Contract”) at the close of business on Friday, February 10, 2023 into notionally equivalent positions in the Weekly Options on E-mini S&P 500 Index Futures – Week 3 (European-Style) contract (the “Weekly Contract”). Following completion of the conversion process on February 12, 2023, there will be zero (0) open interest in the Quarterly Contract and it will be immediately delisted.

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